+185.7%
IONQ vs DUK
+74.9%
+110.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.1% | -9.3% | -9.5% |
| 7D | +16.8% | -1.1% | +17.9% | +16.3% |
| 30D | -11.1% | +8.8% | -19.9% | -7.5% |
| 3M | -31.7% | +5.0% | -36.8% | -29.7% |
| 6M | -44.8% | +4.6% | -49.4% | -43.0% |
| YTD | -31.2% | +12.6% | -43.8% | -27.2% |
| 1Y | -39.1% | +7.4% | -46.6% | -36.4% |
| 3Y | +189.5% | +63.1% | +126.4% | +237.1% |
| 5Y | +53.2% | +54.6% | -1.4% | +91.3% |
| All | +185.7% | +74.9% | +110.8% | +311.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling